scorecard - Credit Risk Scorecard
The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions for some common tasks, such as data partition, variable selection, woe binning, scorecard scaling, performance evaluation and report generation. These functions can also used in the development of machine learning models. The references including: 1. Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS. 2. Siddiqi, N. (2006, ISBN: 9780471754510). Credit risk scorecards. Developing and Implementing Intelligent Credit Scoring.
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binningcredit-scoringreleasescorecardwoewoebinning
8.63 score 170 stars 158 scripts 2.7k downloadspedquant - Public Economic Data and Quantitative Analysis
Provides an interface to access public economic and financial data for economic research and quantitative analysis. The data sources including NBS, FRED, Sina, Eastmoney and etc. It also provides quantitative functions for trading strategies based on the 'data.table', 'TTR', 'PerformanceAnalytics' and etc packages.
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5.38 score 67 stars 36 scripts 760 downloadsxefun - X-Engineering or Supporting Functions
Miscellaneous functions used for x-engineering (feature engineering) or for supporting in other packages maintained by 'Shichen Xie'.
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4.08 score 2 stars 2 dependents 2.0k downloads